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The Effects Of Information On Stock Indexes: The Contagion Of The 2007/2008 Crisis From The Core Countries To The Periphery, El Efecto De La Informacion Sobre Los Indices Bursatiles: La Transferencia De La Crisis 2007/2008 De Los Paises Centrales A La Periferia

Author

Listed:
  • Juan Carlos Alonso
  • Mario Luis Perossa
  • Pablo Waldman
  • Santiago Gigler

Abstract

The impact of economic information on global markets puts pressure on prices of various assets. The imact occurs increasingly fast and an effect is realized in other markets. In the present study we analyzed the effects of the 2007/08 crisis originating in the US and its impact on the world. We found that stock markets of France, Spain, Japan, Chile, México and Argentina are highly correlated with the New York Stock Exchange. This occurred mainly in 2008, when the effects of the crisis were more pronounced

Suggested Citation

  • Juan Carlos Alonso & Mario Luis Perossa & Pablo Waldman & Santiago Gigler, 2017. "The Effects Of Information On Stock Indexes: The Contagion Of The 2007/2008 Crisis From The Core Countries To The Periphery, El Efecto De La Informacion Sobre Los Indices Bursatiles: La Transferencia ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 10(2), pages 41-52.
    • Handle: RePEc:ibf:riafin:v:10:y:2017:i:2:p:41-52
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    More about this item

    Keywords

    Effects of Information; Stock Indexes; Perfect Information; Available Information; Spread of Information;
    All these keywords.

    JEL classification:

    • F62 - International Economics - - Economic Impacts of Globalization - - - Macroeconomic Impacts
    • F65 - International Economics - - Economic Impacts of Globalization - - - Finance
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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